0.05Open0.06Pre Close3 Volume65 Open Interest42.00Strike Price15.00Turnover185.61%IV62.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0094Gamma516.60Leverage Ratio-0.0252Theta0.0001Rho12.39Eff Leverage0.0018Vega